The record · Jan–Aug 2026
Two US-equity intraday accounts, both starting at $30,000. All figures are reported net realized P&L after commissions and fees. Nothing here is annualized, adjusted or modeled.
01 / Accounts
Different statement windows, same trader and method. Account A ran January to June; Account B ran January to August.
| Metric | Account A | Account B |
|---|---|---|
| Statement period | 29 Jan – 18 Jun 2026 | 5 Jan – 25 Aug 2026 |
| Starting capital | $30,000 | $30,000 |
| Net realized P&L | +$35,913 (+119.7%) | +$67,375 (+224.6%) |
| Trading days | 83 | 108 |
| Closed trades · per day | 963 · 11.6 | 1,968 · 18.2 |
| Win rate · trades | days | 53.2% | 65.1% | 59.3% | 71.2% |
| Profit factor · trades | days | 1.41 | 2.15 | 1.46 | 1.99 |
| Average win | average loss | $240 | −$207 | $182 | −$188 |
| Max realized drawdown | −$9,573 (−29.2%) · 25 Mar | −$34,128 (−42.9%) · 25 Feb |
02 / Months
Each account is scaled to its own largest month, so small months stay readable. Red bars are losing months. Select a bar to see the figures behind it.
Ends at $65,913 realized equity
Ends at $97,375 realized equity
Bars are scaled to each account's own largest month, so a $1,768 month stays visible next to a $38,847 one. Read the printed dollars to compare across accounts.
† Partial month. Account A's statement ends 18 Jun 2026 and Account B's ends 25 Aug 2026. The last bar in each series covers part of a month, not a full-month run rate — discount it accordingly. Select any bar for that month's detail.
03 / Drawdown
Before March 2026 there was no intraday stop-loss rule. Losses could accumulate past any daily threshold, and they did. The deepest drawdown in either account happened in that window.
What changed. A 2% daily loss limit and a three-losing-day handoff rule were adopted after February. What it did not fix. Days losing more than 2% of equity still occurred after March — about four in Account A and nine in Account B. The rule reduced neither the need for monitoring nor the importance of disclosure.
04 / Risk
Risk is read from realized losses, because the broker exports do not contain stop orders. Outliers matter more than averages.
| Measure | Account A | Account B |
|---|---|---|
| Average loss per losing trade | −$207 | −$188 |
| Average loss as % of trade size | −0.24% | −0.20% |
| Median trade size (notional) | $41,909 | $37,034 |
| Worst trade | best trade | −$3,469 | +$3,790 | −$10,208 | +$6,730 |
| Average winning day | losing day | $1,244 | −$1,078 | $1,830 | −$2,268 |
| Best day | worst day | $3,992 | −$4,984 | $7,019 | −$25,237 |
| Executions per day | fees paid | 223 | $6,269 | 244 | $6,160 |
Trades represent one symbol's position from flat to flat. All P&L figures are reported net of commissions and fees.
05 / Verification
Supporting evidence can be reviewed without publishing client identifiers. The figures on this page should be read with the limitations below.
Methodology. Realized cash flow per position, net of fees, reconciled to raw account cash flows. Equity curves start at $30,000 and exclude deposits and withdrawals.
Limitations. Two accounts, one five-to-eight-month window, realized P&L only. Past results do not guarantee future results.